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有界约束非线性系统的结合Lanczos分解技术不精确Newton法

张勇 朱德通

张勇, 朱德通. 有界约束非线性系统的结合Lanczos分解技术不精确Newton法[J]. 应用数学和力学, 2010, 31(12): 1504-1512. doi: 10.3879/j.issn.1000-0887.2010.12.011
引用本文: 张勇, 朱德通. 有界约束非线性系统的结合Lanczos分解技术不精确Newton法[J]. 应用数学和力学, 2010, 31(12): 1504-1512. doi: 10.3879/j.issn.1000-0887.2010.12.011
ZHANG Yong, ZHU De-tong. Inexact Newton Method via Lanczos Decomposed Technique for Solving Box-Constrained Nonlinear Systems[J]. Applied Mathematics and Mechanics, 2010, 31(12): 1504-1512. doi: 10.3879/j.issn.1000-0887.2010.12.011
Citation: ZHANG Yong, ZHU De-tong. Inexact Newton Method via Lanczos Decomposed Technique for Solving Box-Constrained Nonlinear Systems[J]. Applied Mathematics and Mechanics, 2010, 31(12): 1504-1512. doi: 10.3879/j.issn.1000-0887.2010.12.011

有界约束非线性系统的结合Lanczos分解技术不精确Newton法

doi: 10.3879/j.issn.1000-0887.2010.12.011
基金项目: 国家自然科学基金资助项目(10871130);教育部博士点基金资助项目(20093127110005);上海市重点学科资助项目(T0401)
详细信息
    作者简介:

    张勇(1981- ),男,江苏人,博士(E-mail:yzhyzhang@163.com);朱德通(1954- ),男,博士,博士生导师(联系人.Tel:+86-21-64323361;E-mail:dtzhu@shnu.edu.cn).

  • 中图分类号: O221.2

Inexact Newton Method via Lanczos Decomposed Technique for Solving Box-Constrained Nonlinear Systems

  • 摘要: 提出了结合Lanczos分解技术不精确Newton法求解有界变量约束非线性系统.通过Lanczos分解技术解一个仿射二次模型获得迭代方向.利用内点回代线搜索技术,沿着这个方向得到一个可接受的步长.在合理的假设条件下,证明了算法的整体收敛性与局部超线性收敛速率.此外,数值结果表明了算法的有效性.
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出版历程
  • 收稿日期:  1900-01-01
  • 修回日期:  2010-11-01
  • 刊出日期:  2010-12-15

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